The Parallelism of MC Simulations
Here are some papers which propose methods based on the idea to run many MC calculations in parallel.
Files
- Esselink,Loyens,Smit(1995), «Parallel Monte Carlo Simulations», Physical Review E
- Ren,orkoulas (2007),«Parallel Monte Carlo Simulations», The Journal of Chemical physics
- Brockwell (2006),«Parallel Monte Carlo Simulations by Pre-Fletching», Journal of Computational and Graphical Statistics
- Rosenthal (2000),«Parallel Computing and Monte Carlo Algorithms», Far East Journal of Theoretical Statistics
Campillo,Rossi (2006),«Parallel and interacting MCMC Method», WP INRIA attachment:Parallel&interactingMCMC_Campillo&Rossi.pdf
- Harkness,Green (2000),«Parallel Chains, Delayed Rejection and Reversible Jump MCMC for Object Recognition»
[ParallelMonteCarloMarkovChainPapers Access to papers] (restricted)